ECBOT 10 Year T-Note Future September 2013
Trading Metrics calculated at close of trading on 06-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
124-050 |
123-135 |
-0-235 |
-0.6% |
125-000 |
High |
124-070 |
124-230 |
0-160 |
0.4% |
125-000 |
Low |
123-130 |
123-105 |
-0-025 |
-0.1% |
123-105 |
Close |
123-170 |
124-025 |
0-175 |
0.4% |
124-025 |
Range |
0-260 |
1-125 |
0-185 |
71.2% |
1-215 |
ATR |
0-233 |
0-248 |
0-015 |
6.5% |
0-000 |
Volume |
68,251 |
56,292 |
-11,959 |
-17.5% |
353,186 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-068 |
127-172 |
124-270 |
|
R3 |
126-263 |
126-047 |
124-147 |
|
R2 |
125-138 |
125-138 |
124-107 |
|
R1 |
124-242 |
124-242 |
124-066 |
125-030 |
PP |
124-013 |
124-013 |
124-013 |
124-068 |
S1 |
123-117 |
123-117 |
123-304 |
123-225 |
S2 |
122-208 |
122-208 |
123-263 |
|
S3 |
121-083 |
121-312 |
123-223 |
|
S4 |
119-278 |
120-187 |
123-100 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-048 |
128-092 |
124-319 |
|
R3 |
127-153 |
126-197 |
124-172 |
|
R2 |
125-258 |
125-258 |
124-123 |
|
R1 |
124-302 |
124-302 |
124-074 |
124-172 |
PP |
124-043 |
124-043 |
124-043 |
123-299 |
S1 |
123-087 |
123-087 |
123-296 |
122-278 |
S2 |
122-148 |
122-148 |
123-247 |
|
S3 |
120-253 |
121-192 |
123-198 |
|
S4 |
119-038 |
119-297 |
123-051 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-185 |
123-105 |
2-080 |
1.8% |
0-267 |
0.7% |
33% |
False |
True |
151,955 |
10 |
125-280 |
123-105 |
2-175 |
2.1% |
0-254 |
0.6% |
29% |
False |
True |
941,476 |
20 |
126-315 |
123-105 |
3-210 |
2.9% |
0-229 |
0.6% |
21% |
False |
True |
1,011,647 |
40 |
127-100 |
123-105 |
3-315 |
3.2% |
0-215 |
0.5% |
19% |
False |
True |
985,032 |
60 |
129-255 |
123-105 |
6-150 |
5.2% |
0-243 |
0.6% |
12% |
False |
True |
1,107,430 |
80 |
131-200 |
123-105 |
8-095 |
6.7% |
0-247 |
0.6% |
9% |
False |
True |
1,092,465 |
100 |
133-000 |
123-105 |
9-215 |
7.8% |
0-218 |
0.6% |
8% |
False |
True |
875,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-201 |
2.618 |
128-115 |
1.618 |
126-310 |
1.000 |
126-035 |
0.618 |
125-185 |
HIGH |
124-230 |
0.618 |
124-060 |
0.500 |
124-008 |
0.382 |
123-275 |
LOW |
123-105 |
0.618 |
122-150 |
1.000 |
121-300 |
1.618 |
121-025 |
2.618 |
119-220 |
4.250 |
117-134 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
124-019 |
124-019 |
PP |
124-013 |
124-013 |
S1 |
124-008 |
124-008 |
|